-5.8%
SWKS vs TENB
+3.0%
-8.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | +12.5% | -9.1% | +21.6% | +15.7% |
| 30D | +10.5% | -4.9% | +15.4% | +11.3% |
| 3M | -7.4% | +16.9% | -24.3% | -14.7% |
| 6M | +32.7% | +68.0% | -35.3% | +6.3% |
| YTD | +19.2% | +45.6% | -26.4% | -0.8% |
| 1Y | +2.4% | +12.7% | -10.4% | -6.5% |
| 3Y | -25.6% | -24.4% | -1.2% | -23.3% |
| 5Y | -53.4% | -26.7% | -26.7% | -54.4% |
| All | -5.8% | +3.0% | -8.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling